A bias-corrected Srivastava-type test for cross-sectional independence-Reference-Cited by-同舟云学术

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A bias-corrected Srivastava-type test for cross-sectional independence

Published:2024-09 Issue: Volume: Page:105371
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Xu Kai,Cao Mingxiang,Cheng Qing^ORCID

Publisher

Elsevier BV

Reference26 articles.

1. A lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model;Baltagi;J. Econometrics,2012

2. General diagnostic tests for cross-sectional dependence in panels;Pesaran;Empir. Econ.,2021

3. Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models;Lee;Econometric Theory,2002

4. Cross-section regression with common shocks;Andrews;Econometrica,2005

5. Panel data models with spatially correlated error components;Kapoor;J. Econometrics,2007

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